CME Canadian Dollar Future March 2023
| Trading Metrics calculated at close of trading on 18-Nov-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2022 |
18-Nov-2022 |
Change |
Change % |
Previous Week |
| Open |
0.7510 |
0.7516 |
0.0006 |
0.1% |
0.7540 |
| High |
0.7526 |
0.7532 |
0.0006 |
0.1% |
0.7571 |
| Low |
0.7475 |
0.7472 |
-0.0004 |
0.0% |
0.7472 |
| Close |
0.7516 |
0.7486 |
-0.0030 |
-0.4% |
0.7486 |
| Range |
0.0051 |
0.0061 |
0.0010 |
18.6% |
0.0100 |
| ATR |
0.0068 |
0.0067 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
251 |
103 |
-148 |
-59.0% |
949 |
|
| Daily Pivots for day following 18-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7678 |
0.7642 |
0.7519 |
|
| R3 |
0.7617 |
0.7582 |
0.7502 |
|
| R2 |
0.7557 |
0.7557 |
0.7497 |
|
| R1 |
0.7521 |
0.7521 |
0.7491 |
0.7509 |
| PP |
0.7496 |
0.7496 |
0.7496 |
0.7490 |
| S1 |
0.7461 |
0.7461 |
0.7480 |
0.7448 |
| S2 |
0.7436 |
0.7436 |
0.7474 |
|
| S3 |
0.7375 |
0.7400 |
0.7469 |
|
| S4 |
0.7315 |
0.7340 |
0.7452 |
|
|
| Weekly Pivots for week ending 18-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7808 |
0.7746 |
0.7540 |
|
| R3 |
0.7708 |
0.7647 |
0.7513 |
|
| R2 |
0.7609 |
0.7609 |
0.7504 |
|
| R1 |
0.7547 |
0.7547 |
0.7495 |
0.7528 |
| PP |
0.7509 |
0.7509 |
0.7509 |
0.7500 |
| S1 |
0.7448 |
0.7448 |
0.7476 |
0.7429 |
| S2 |
0.7410 |
0.7410 |
0.7467 |
|
| S3 |
0.7310 |
0.7348 |
0.7458 |
|
| S4 |
0.7211 |
0.7249 |
0.7431 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7571 |
0.7472 |
0.0100 |
1.3% |
0.0048 |
0.6% |
14% |
False |
True |
189 |
| 10 |
0.7571 |
0.7385 |
0.0186 |
2.5% |
0.0062 |
0.8% |
54% |
False |
False |
255 |
| 20 |
0.7571 |
0.7258 |
0.0313 |
4.2% |
0.0066 |
0.9% |
73% |
False |
False |
264 |
| 40 |
0.7571 |
0.7170 |
0.0401 |
5.4% |
0.0069 |
0.9% |
79% |
False |
False |
250 |
| 60 |
0.7746 |
0.7170 |
0.0576 |
7.7% |
0.0060 |
0.8% |
55% |
False |
False |
235 |
| 80 |
0.7851 |
0.7170 |
0.0681 |
9.1% |
0.0050 |
0.7% |
46% |
False |
False |
184 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7789 |
|
2.618 |
0.7690 |
|
1.618 |
0.7630 |
|
1.000 |
0.7593 |
|
0.618 |
0.7569 |
|
HIGH |
0.7532 |
|
0.618 |
0.7509 |
|
0.500 |
0.7502 |
|
0.382 |
0.7495 |
|
LOW |
0.7472 |
|
0.618 |
0.7434 |
|
1.000 |
0.7411 |
|
1.618 |
0.7374 |
|
2.618 |
0.7313 |
|
4.250 |
0.7214 |
|
|
| Fisher Pivots for day following 18-Nov-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7502 |
0.7521 |
| PP |
0.7496 |
0.7509 |
| S1 |
0.7491 |
0.7497 |
|